market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
13/11/2024 0.39% 5.02 CHF 5.03 CHF 30,000 30,000 22,416 14,074 103,560 CHF 66,202 CHF 89.63% 89.63%
12/11/2024 0.40% 4.44 CHF 4.45 CHF 30,000 30,000 22,421 14,084 99,245 CHF 62,951 CHF 89.44% 89.44%
11/11/2024 0.33% 5.10 CHF 5.11 CHF 30,000 30,000 14,853 14,096 77,453 CHF 73,639 CHF 89.24% 89.24%
08/11/2024 0.38% 4.60 CHF 4.61 CHF 30,000 30,000 22,413 14,068 103,743 CHF 65,293 CHF 89.74% 89.74%
07/11/2024 0.44% 4.53 CHF 4.54 CHF 30,000 30,000 22,414 14,069 91,783 CHF 58,960 CHF 89.70% 89.70%
06/11/2024 0.42% 3.85 CHF 3.86 CHF 30,000 30,000 23,185 15,689 91,857 CHF 61,565 CHF 67.97% 67.97%
05/11/2024 0.61% 3.49 CHF 3.50 CHF 30,000 30,000 22,421 14,084 66,272 CHF 43,167 CHF 89.44% 89.44%
04/11/2024 0.49% 2.97 CHF 2.98 CHF 30,000 30,000 25,601 20,762 75,731 CHF 61,730 CHF 47.79% 47.79%
01/11/2024 0.48% 2.98 CHF 2.99 CHF 30,000 30,000 23,449 16,244 78,805 CHF 53,281 CHF 99.02% 99.02%
31/10/2024 0.49% 3.35 CHF 3.36 CHF 30,000 30,000 23,424 16,191 80,237 CHF 56,492 CHF 99.75% 99.75%

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